+48.2%
IR vs DECK
+31.2%
+16.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.0% | -6.4% | -2.3% |
| 7D | +11.6% | +10.4% | +1.2% | +8.2% |
| 30D | +7.2% | +11.1% | -3.9% | +3.7% |
| 3M | -5.9% | -10.8% | +4.9% | -2.9% |
| 6M | +11.5% | -8.7% | +20.2% | +13.8% |
| YTD | +6.3% | -14.0% | +20.4% | +9.5% |
| 1Y | +9.1% | +12.0% | -2.9% | +3.4% |
| 3Y | +29.2% | -10.5% | +39.6% | +19.3% |
| 5Y | +48.2% | +28.5% | +19.7% | +13.6% |
| All | +48.2% | +31.2% | +16.9% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling